-22.1%
AMAT vs UL
+18.4%
-40.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -12.0% |
| 7D | -24.3% | +5.5% | -29.8% | -18.4% |
| 30D | -39.8% | +11.4% | -51.2% | -30.4% |
| 3M | -40.2% | +6.0% | -46.2% | -34.0% |
| 6M | -22.1% | +18.0% | -40.1% | +5.5% |
| All | -22.1% | +18.4% | -40.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling